Anic Equity¶

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Total return since start: 0.564 %¶

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Equity now: -----------------------------> 47760.42 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46365.54 Kr¶

PnL: ---------------------------------------> -523.03 Kr¶

DD now: ---------------------------------> -1.788 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-16 10:36:34.664960'

Anic Portfolio¶

Today¶

Return: 0.478 %¶

This Week¶

Return: 0.478 %¶

Total¶

Return: 56.355 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 1.880000 2845.500000 209.500000 7.950000 2636.000010
Beijer Electronics Group 26 -0.500000 3120.000000 149.000000 5.020000 2971.000006
Corem Property Group B 59 3.390000 664.930000 87.930000 15.240000 576.999999
Samhällsbyggnadsbo. i Norden B 20 2.400000 435.200000 80.200000 22.590000 355.000000
FM Mattsson Mora Group B 50 1.690000 3000.000000 73.000000 2.490000 2927.000000
HMS Networks 2 1.120000 720.000000 47.000000 6.980000 673.000000
Samhällsbyggnadsbo. i Norden D 12 2.690000 266.160000 20.160000 8.200000 246.000000
Nordea Bank Abp 29 0.710000 3473.620000 19.620000 0.570000 3453.999992
Intrum 4 2.370000 545.000000 18.000000 3.420000 527.000000
Eastnine 4 0.630000 508.800000 17.800000 3.630000 491.000000
Coor Service Management Hold. 8 0.290000 547.600000 15.600000 2.930000 532.000000
Essity A 4 0.520000 1164.000000 15.000000 1.310000 1149.000000
OEM International B 7 0.910000 541.800000 13.800000 2.610000 527.999997
Norva24 Group 16 0.000000 553.280000 10.280000 1.890000 543.000000
AcadeMedia 12 0.770000 565.680000 8.680000 1.560000 557.000004
Midsona B 63 -0.110000 591.570000 8.570000 1.470000 582.999984
Karnov Group 9 -1.310000 544.500000 8.500000 1.590000 536.000004
Essity B 2 0.800000 581.000000 7.000000 1.220000 574.000000
Resurs Holding 22 -1.090000 578.600000 4.600000 0.800000 573.999998
MedCap 2 0.240000 425.000000 4.000000 0.950000 421.000000
Fastighetsbolag. Emilshus Pref 21 0.750000 565.950000 3.950000 0.700000 562.000005
Handelsbanken A 5 0.320000 547.500000 1.500000 0.270000 546.000000
Creaspac SPAC 6 -0.210000 577.800000 0.800000 0.140000 577.000002
Securitas B 6 0.770000 567.960000 -2.040000 -0.360000 570.000000
Boozt 12 -1.150000 1651.200000 -2.800000 -0.170000 1653.999996
Swedbank A 3 -0.290000 559.350000 -4.650000 -0.820000 564.000000
CTEK 13 -1.080000 512.330000 -21.670000 -4.060000 533.999999
SAAB B 8 1.290000 3324.800000 -52.200000 -1.550000 3377.000000
International Petroleum Corp. 5 1.340000 527.500000 -67.070000 -11.280000 594.565215
Sampo Oyj SDB 7 0.000000 3762.500000 -87.500000 -2.270000 3850.000000
Vivesto 1368 -2.310000 521.210000 -91.790000 -14.970000 612.999432
OX2 18 -1.230000 1515.600000 -148.400000 -8.920000 1663.999992
Axfood 13 -0.510000 3537.300000 -218.700000 -5.820000 3756.000001
Ovzon 52 3.130000 3088.800000 -273.200000 -8.130000 3361.999992
Fasadgruppen Group 35 -0.910000 3433.500000 -377.500000 -9.910000 3810.999990
TOTAL 46365.540000 -523.030000 -1.78793% 46888.564618

Updated:¶

'2023-01-16 10:36:46.903010'
None

Last optimization/rebalancing:¶

'2023-01-14'

Next optimization/rebalancing:¶

'2023-02-23'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶